Survey on Fund Transfer Pricing & Interest Rate Risk in the Banking Book

2018 1214 interest rate 1028 x 578aa

Dear ABA members,

The Asian Bankers Association and Oliver Wyman, an ABA Knowledge Partner, jointly request your participation in a industry survey on the management of FTP (Fund Transfer Pricing) and IRRBB (Interest Rate Risk in the Banking Book).

2018 0704 OW 600 x 100 xx

OBJECTIVE OF SURVEY
The aim of this survey is to understand the current state of FTP/ IRRBB management practices at a granular level across governance, strategy, limits and control, metrics, analytics, reporting, and systems.

TARGET PARTICIPANT
CEO, CFO, CRO, Treasurer and personnel in the Finance, Treasury and Risk Departments. Thus we invite colleagues to distribute this survey to colleagues in other departments.

ANONYMITY
We will conduct this survey with strict confidentiality, with sanitization of all participant responses. The results will be analyzed, and a report will be generated quickly thereafter in complete anonymity.

STRUCTURE OF THE SURVEY
At the end of the survey, we will provide a summary of our findings with all participants on an anonymous basis and believe that these findings will provide you with insights into the industry practices surrounding IRRBB. The questionnaire poses 23 questions, which are structured around three categories:

  1. Overall Approach (7 questions)
  2. Measurement and methodologies (12 questions)
  3. Governance, reporting and organization (4 questions)

For each section, we have laid out a number of questions and corresponding answer choices (or indicated a request for a free form entry in a number of instances). Note that each question has allocated comment boxes for comments that are not fully captured by the answer choices.

TIME TO COMPLETION
The survey should take between 30 – 45 minutes to complete.

HOW TO ACCESS THE SURVEY
For your convenience you can fill up the questionnaire in 2 different ways:

(1) The first version is the Word file that can be downloaded HERE. You can fax or email your answers to tancho.fingarov@oliverwyman.com

(2) The second version is available as an online questionnaire. To fill it in please click here: Take the Survey

DEADLINE
The deadline for completion is January 11th 2018.

 ABA respectfully request your time and cooperation. We believe that the results of this specialized survey will be of importance to banks.

Thank you, and best regards.

 

Ernest Lin
Secretary-Treasurer
Asian Bankers Association

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